+120.7%
MAR vs NIO
-56.4%
+177.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +0.2% | +6.9% | -6.7% | -0.2% |
| 30D | +14.0% | -4.7% | +18.8% | +14.3% |
| 3M | +18.1% | -28.1% | +46.2% | +20.1% |
| 6M | +18.6% | -41.7% | +60.3% | +21.8% |
| YTD | +35.3% | -33.1% | +68.4% | +37.5% |
| 1Y | +44.5% | -50.3% | +94.8% | +49.1% |
| 3Y | +120.7% | -54.4% | +175.1% | +124.5% |
| All | +120.7% | -56.4% | +177.1% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling